+1,655.4%
JPM vs BIDU
+1,407.1%
+248.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.8% |
| 7D | +0.3% | +2.4% | -2.1% | -0.2% |
| 30D | -0.2% | -10.5% | +10.3% | +1.7% |
| 3M | +15.9% | -26.2% | +42.1% | +22.2% |
| 6M | +20.9% | -16.4% | +37.3% | +23.5% |
| YTD | +12.9% | -23.9% | +36.8% | +16.8% |
| 1Y | +20.3% | +1.3% | +19.0% | +16.2% |
| 3Y | +160.9% | -32.1% | +193.0% | +165.0% |
| 5Y | +154.8% | -39.0% | +193.8% | +146.0% |
| 10Y | +591.1% | -44.0% | +635.1% | +522.2% |
| All | +1,655.4% | +1,407.1% | +248.3% | +728.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling